I like RPG the best, and FPS is a close second. My RPG faves are KOTOR, Deus Ex, and Baldur's Gate (all of'em). FPS faves are Doom (all), CoD. and Mechwarrior, all though those might be more likes Sims.
For anyone who's never played an RPG before, I'd have to recommend either Deus Ex, Knights of the Old Republic, or Icewind Dale (either one). Deus Ex offers a familiar FPS environment with the story and development of an RPG, as does KOTOR with a Star Wars setting. Icewind Dale is an easy to get RPG with lots of action and its lots o'fun.
Some one remebers Quest for Glory? Those were awesome!